Exchange rate volatility and non-oil exports in Nigeria : An empirical investigation / Sa’ad Babatunde Akanbi...[et al.]

• Main Authors: Akanbi, Sa’ad Babatunde, Yusuf, Hammed Agboola, Oluwaseyi, Musibau Hammed
• 格式: Article
• 语言: English
• 出版: Faculty of Business and Management, Universiti Teknologi MARA, Puncak Alam Campus 2017
• 主题: Balance of trade; Export marketing. International marketing; Money
• 在线阅读: http://ir.uitm.edu.my/id/eprint/19369/8/AJ_SAAD%20BABATUNDE%20AKANBI%20JEEIR%20B%2017.pdf; http://ir.uitm.edu.my/id/eprint/19369/; http://www.jthca.org

The adoption of a flexible exchange rate system since 1986 in Nigeria has made the country witnessed varying rate of the naira vis-à-vis the U.S dollar. This paper examines exchange rate volatility with ARCH model and its various extensions (GARCH, TGARCH, and EGARCH) using quarterly exchange rate s...